Panther 发表于 2025-3-28 16:51:04

Renewable Energy and Its Impact on Power Marketsular, we discuss technological development, predictability and stochastic modeling of wind and solar output, policy issues pertaining to subsidies for renewable energies, and effects on the electricity prices on spot markets. We illustrate our findings using data from Germany and the Californian electricity market.

Basal-Ganglia 发表于 2025-3-28 18:49:21

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Insul岛 发表于 2025-3-28 23:37:24

Raimund M. Kovacevic,Georg Ch. Pflug‘sentence’, ‘meaning’, ‘information’, ‘context’, ‘translation unit’, ‘translation strategy’, ‘translation shift’) as self-explanatory, occasionally citing the definitions of these terms from earlier works without critical revision.

Oration 发表于 2025-3-29 06:51:22

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Cuisine 发表于 2025-3-29 08:33:57

Price Dynamics in Electricity Marketsastic component. Additionally we apply extreme value theory (EVT) to investigate the tails of the price changes distribution. Generally our results suggest EVT to be of interest to both risk managers and portfolio managers in the highly volatile electricity markets.

返老还童 发表于 2025-3-29 14:20:08

Price-Driven Hydropower Dispatch Under Uncertaintyario tree. Financial risk is constrained by a time-consistent extension of CVaR (conditional-value-at-risk). The model has two time scales: The short-term dispatch decision is separated from the long-term planning by aggregating electricity prices into occupation times at price levels. The risk constraint is tested in a case study.

CHYME 发表于 2025-3-29 19:15:39

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袭击 发表于 2025-3-29 20:29:48

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漫步 发表于 2025-3-30 00:06:36

Pricing of Energy Contracts: From Replication Pricing to Swing Optionsment of almost sure replication and indifference pricing accounts for the opportunity costs of producing for a considered contract. Finally, we describe a game-theoretic approach for valuating flexible contracts (swing options), which is based on bi-level optimization.

挖掘 发表于 2025-3-30 07:48:26

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查看完整版本: Titlebook: Handbook of Risk Management in Energy Production and Trading; Raimund M. Kovacevic,Georg Ch. Pflug,Maria Teresa Book 2013 Springer Scienc